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AAPL vs. TREX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPL vs. TREX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than TREX.L's -0.74% return.


AAPL

1D
-1.52%
1M
-2.37%
YTD
7.29%
6M
4.81%
1Y
48.78%
3Y*
17.21%
5Y*
18.59%
10Y*
29.36%

TREX.L

1D
0.40%
1M
0.12%
YTD
-0.74%
6M
-0.02%
1Y
4.21%
3Y*
2.99%
5Y*
-1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. TREX.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AAPL
Apple Inc
7.29%9.05%30.71%49.01%-26.40%34.65%82.31%93.80%
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
-0.74%8.41%-0.22%3.58%-14.94%-3.02%9.76%8.50%

Correlation

The correlation between AAPL and TREX.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2019

0.01

The correlation between AAPL and TREX.L shifts across timeframes, from 0.01 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AAPL vs. TREX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
Martin Ratio Rank

TREX.L
TREX.L Risk / Return Rank: 2525
Overall Rank
TREX.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TREX.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
TREX.L Omega Ratio Rank: 2424
Omega Ratio Rank
TREX.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TREX.L Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAPL vs. TREX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAPLTREX.LDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.38

1.15

+0.23

Calmar ratioReturn relative to maximum drawdown

3.40

0.96

+2.44

Martin ratioReturn relative to average drawdown

8.47

2.81

+5.66

AAPL vs. TREX.L - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.07, which is higher than the TREX.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AAPL and TREX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAPL vs. TREX.L - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than TREX.L's maximum drawdown of -23.38%. Use the drawdown chart below to compare losses from any high point for AAPL and TREX.L.


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Drawdown Indicators


AAPLTREX.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-23.38%

-58.42%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-3.96%

-9.84%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

-7.42%

-25.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-20.96%

-12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

Current Drawdown

Current decline from peak

-7.64%

-10.23%

+2.59%

Average Drawdown

Average peak-to-trough decline

-29.59%

-9.96%

-19.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

1.36%

+4.17%

Volatility

AAPL vs. TREX.L - Volatility Comparison

Apple Inc (AAPL) has a higher volatility of 6.73% compared to Invesco US Treasury Bond 7-10 Year UCITS ETF Dist (TREX.L) at 1.82%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than TREX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPLTREX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

1.82%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

3.34%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

4.50%

+18.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

7.49%

+20.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

6.93%

+21.99%

Dividends

AAPL vs. TREX.L - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.36%, less than TREX.L's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
TREX.L
Invesco US Treasury Bond 7-10 Year UCITS ETF Dist
4.33%4.23%4.34%3.48%2.41%1.63%1.81%2.02%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAPL and TREX.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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